+106.7%
DIA vs OUST
-62.4%
+169.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.2% | +5.2% | -5.4% | -0.4% |
| 30D | -1.5% | -19.3% | +17.7% | -0.6% |
| 3M | +3.8% | -22.6% | +26.4% | +4.0% |
| 6M | +10.3% | +62.8% | -52.5% | +5.8% |
| YTD | +12.1% | +68.3% | -56.3% | +7.2% |
| 1Y | +18.6% | +28.5% | -9.9% | +14.1% |
| 3Y | +60.6% | +554.0% | -493.4% | +37.5% |
| 5Y | +64.4% | -56.2% | +120.6% | +49.9% |
| All | +106.7% | -62.4% | +169.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling